Dynamic General Equilibrium Modeling 2024 pdf epub mobi 电子书

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发表于2024-09-17

Dynamic General Equilibrium Modeling 2024 pdf epub mobi 电子书

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出版者:Springer Berlin Heidelberg

作者:Burkhard Heer

出品人:

页数:736

译者:

出版时间:2008-10-10

价格:GBP 49.99

装帧:Paperback

isbn号码:9783642031489

丛书系列:

图书标签: 经济学 DSGE 高级宏观经济学动态随机一般均衡数学教材推荐书籍宏观经济学

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Product Description

Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. Many mathematical tools are needed to solve these models. The book presents various methods for computing the dynamics of general equilibrium models. In part I, the representative-agent stochastic growth model is solved with the help of value function iteration, linear and linear quadratic approximation methods, parameterised expectations and projection methods. In order to apply these methods, fundamentals from numerical analysis are reviewed in detail. Part II discusses methods for solving heterogeneous-agent economies. In such economies, the distribution of the individual state variables is endogenous. This part of the book also serves as an introduction to the modern theory of distribution economics. Applications include the dynamics of the income distribution over the business cycle or the overlapping-generations model. Through an accompanying home page to this book, computer codes to all applications can be downloaded.

Dynamic General Equilibrium Modeling 2024 pdf epub mobi 电子书

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